Not all for -current
Most important are the libgc bumps, current should be /usr/lib/libc.so.45.0
whether you made upgrades properly or not, you would end up with a full list ranging from i.e.: libc.so.42.0 to libc.so.45.0

Another ennoying one (among many others) is that some packages rely on /usr/X11R6/lib/libexpat.so.8.0 which on current is /usr/lib/libexpat.so.9.0
(had such a problem with x11/roxterm and the databases/evolution-data-server not upgrading from 2.12 to 2.22).

No big problems as you can symlink a library to the next one (in most cases).
Read the corresponding library file (the one ending in *.la) for hints.

-current code just got changed after the Japan hackaton, now busy including code from the Edmonton hackaton.
If you are not a seasoned -current litterate, stay away from -current for a while, until dust settles.

In OpenBSD, when you pkg_add -u (or make update), failed and/or left-overs of intallations will be written as hidden files under /var/db/pkg
mostly libs, hence

ls -dl /var/db/pkg/.lib*

which you can pkg_delete as any other package, but these are there for a reason: some packages still rely upon and are listed as usual under

/var/db/pkg/.lib* /+REQUIRED_BY

So, you have two choices (as the economists say, 1,2,3

1- Take the long (learning) way, pkg_delete the offenders (+REQUIRED_BY) and pkg_delete the ls -dl /var/db/pkg/.lib* when they are not needed anymore (no mere +REQUIRED_BY).

2- Delete all packages, re-check the FAQ upgrade entries

3- As I say in many cases, best upgrade is newfs.

This situation is very exceptional on OpenBSD, but as any other *nix, there has been a major gettext/libiconv change.
I guess July will have both correctly snapshots and snapshots/packages on the fast track again.

On a speculative note, as libc is marked with version 45, will there ever be an OpenBSD 4.4
If the hackathon codes keep coming in in such high numbers, next version could as well be the 5.0